IFRS 9
Credit model update holds down loss provisions at Deutsche
German lender saved €167 million through model refinements
Banks join forces on model development utility
Crisil is working with HSBC and three other banks on platform to share model-building tools
Hong Kong turmoil pushes HSBC’s credit loss charge higher
Third quarter expected credit loss charge was 62% higher than in Q2
Stress-testing to improve strategic decision‑making
Banking regulators remain focused on expanding and developing the range of stress-testing regimes across the globe to maintain stability, monitor emerging risks and avoid another financial crisis. Here, a forum of industry leaders discusses the evolution…
Nordea builds loan-loss provisions following ECB scrutiny
Net loan losses jump to €331 million in Q3
IFRS 9 flings loan-loss provisions haphazardly higher
Under the standard, cash piles for bad loans were expected to ramble. Just not quite so much
IFRS 9 product of the year: Moody’s Analytics
Asia Risk Technology Awards 2019
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
Risk Technology Awards 2019: Making machines more helpful
Machine learning can be too efficient; now, vendors are looking for ways to make it more accurate. Clive Davidson looks at the stories behind this year’s Risk Technology Awards
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
IFRS 9: peripheral EU banks hold most impaired assets
Stage three assets make up 3.6% of all EU bank loans and advances
Barclays, HSBC, StanChart saw Level 3 assets rise 10% in 2018
Transition to IFRS 9 may be behind the increase
Ice creates daily credit risk monitoring tool
Company muscles into Bloomberg’s fixed income data territory with bond analytics service
Enria takes aim at eurozone banks’ sovereign exposures
New ECB supervision chair floats Pillar 2 concentration charge, criticises use of IFRS 9
Accounting switch saps Ping An's investment yield
IFRS 9 lops 37 billion yuan from investment return
Accounting shake-up set to hit China shadow banking
Banks brace for extra provisions under IFRS 9 for loans masquerading as investment products
Canadian Big Five hoard reserves as credit outlook decays
Four of the five largest Canadian lenders saw provisions rise, with BMO the only outlier
Junk loan, souring economy push up RBC loan-loss reserves
Provisions for credit losses hit C$514 million in Q1 2019
UK banks' ECL scenarios vary
Projected economic outcomes most widely dispersed at Barclays
IFRS 9 drives appetite for long-dated hedges in Asia
New accounting standard helps manage mark-to-market volatility of long-term trades
IFRS 17 Special report 2019
The insurance industry has long been vocal about the need for a two-year extension to the International Accounting Standards Board’s (IASB’s) proposed 2021 implementation date for International Financial Reporting Standard (IFRS) 17 – the accounting…
Valuation model risk on the rise at EU banks
Over two-thirds of fair value assets priced using banks' models